Analyzing Performance of High Frequency Currency Rates Prediction Model Using Linear Kernel SVR on Historical Data.
Chanakya SerjamAkito SakuraiPublished in: ACIIDS (1) (2017)
Keyphrases
- high frequency
- historical data
- prediction model
- regression model
- low frequency
- response surface methodology
- predictive model
- support vector regression
- currency exchange
- high resolution
- visual quality
- data mining techniques
- wavelet coefficients
- stock price
- subband
- wavelet transform
- high frequencies
- neural network
- demand forecasting
- wavelet neural network
- bp neural network
- discrete wavelet transform
- exchange rate
- bp network
- multiresolution
- support vector
- high frequency components
- support vector machine
- wavelet domain
- stepwise regression
- low pass
- frequency band
- data mining technology
- forecasting model
- model selection
- low and high frequency
- computer vision
- customer behavior
- association rules